The purpose of this paper is to study the transient temperature responses of a hollow cylinder subjected to periodic boundary conditions, which comprises with a short heating period (a few milliseconds) and a relative long cooling period (a few seconds). During the heating process, the inner surface is under complex convection heat transfer condition, which is not so easy to approximate. This paper first calculated the gas temperature history and the convective heat transfer coefficient history between the gas flow and the inner surface and then they were applied to the inner surface as boundary conditions. Finite element analysis was used to solve the transient heat transfer equations of the hollow cylinder. Results show that the inner surface is under strong thermal impact and large temperature gradient occurs in the region adjacent to the inner surface. Sometimes chromium plating and water cooling are used to relief the thermal shock of a tube under such thermal conditions. The effects of these methods are analyzed, and it indicates that the chromium plating can reduce the maximum temperature of the inner surface for the first cycle during periodic heating and the water cooling method can reduce the growth trend of the maximum temperature for sustained conditions. We also investigate the effects of different parameters on the maximum temperature of the inner surface, like chromium thickness, water velocity, channel diameter, and number of cooling channels.